+742.1%
ACN vs UAL
+242.1%
+500.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.5% | -5.8% | -3.6% |
| 7D | -1.5% | +0.7% | -2.2% | -1.6% |
| 30D | +9.4% | -16.1% | +25.5% | +11.6% |
| 3M | +5.6% | +6.1% | -0.5% | +4.4% |
| 6M | -9.3% | +10.8% | -20.1% | -11.2% |
| YTD | -29.0% | -0.4% | -28.6% | -29.7% |
| 1Y | -24.7% | +5.0% | -29.7% | -26.1% |
| 3Y | -39.8% | +124.0% | -163.8% | -47.4% |
| 5Y | -40.9% | +141.0% | -181.9% | -49.7% |
| 10Y | +91.1% | +118.0% | -26.9% | +54.9% |
| All | +742.1% | +242.1% | +500.0% | +449.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UAL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling